Kniha Computational Methods for Quantitative Finance Norbert Hilber

Computational Methods for Quantitative Finance

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-13 dnů
2 457
This book introduces algorithms for fast, accurate pricing of derivative contracts. These are develo...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2013
Stránek
299
EAN
9783642354007
ISBN
3642354009
Enbook ID
01255985
Hmotnost
602
Rozměry
162 x 244 x 22

Kompletní popis

This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and classes of Feller processes.

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